We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-12.73%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$8.19B
AUM Growth
-$7.21B
Cap. Flow
-$5.23B
Cap. Flow %
-63.85%
Top 10 Hldgs %
53.38%
Holding
3,194
New
666
Increased
411
Reduced
985
Closed
1,110

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$24.9M
2
OEF icon
iShares S&P 100 ETF
OEF
+$8.46M
3
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$7.69M
4
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$7.21M
5
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$7.15M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$11.7M
2
MA icon
Mastercard
MA
+$9.23M
3
LMT icon
Lockheed Martin
LMT
+$8.03M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$7.15M
5
CMCSA icon
Comcast
CMCSA
+$5.76M

Sector Composition

Rank Sector Weight
1 Financials 0.72%
2 Technology 0.44%
3 Consumer Discretionary 0.44%
4 Industrials 0.42%
5 Healthcare 0.35%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TTE icon
1226
TotalEnergies
TTE
$189B
$354K ﹤0.01%
+6,781
New +$389K
WSM icon
1227
Williams-Sonoma
WSM
$29.3B
$354K ﹤0.01%
14,036
+3,326
+31% +$95.1K
SAN icon
1228
Banco Santander
SAN
$207B
$353K ﹤0.01%
+82,275
New +$373K
FSLR icon
1229
CALL
First Solar
FSLR
$26.2B
$352K ﹤0.01%
8,300
-8,100
-49% -$356K
SPOT icon
1230
PUT
Spotify
SPOT
$98.3B
$352K ﹤0.01%
3,100
-13,800
-82% -$1.93M
UA icon
1231
Under Armour Class C
UA
$2.86B
$352K ﹤0.01%
+21,755
New +$412K
PKG icon
1232
CALL
Packaging Corp of America
PKG
$22.8B
$351K ﹤0.01%
4,200
-6,500
-61% -$605K
SDY icon
1233
State Street SPDR S&P Dividend ETF
SDY
$23.8B
$351K ﹤0.01%
+3,925
New +$370K
TRV icon
1234
Travelers Companies
TRV
$78.7B
$351K ﹤0.01%
2,934
-615
-17% -$77K
WB icon
1235
PUT
Weibo
WB
$1.99B
$351K ﹤0.01%
6,000
-24,700
-80% -$1.5M
XLC icon
1236
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
$351K ﹤0.01%
+8,500
New +$381K
HEDJ icon
1237
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
$350K ﹤0.01%
12,412
+3,082
+33% +$91.3K
ASH icon
1238
CALL
Ashland
ASH
$3.31B
$348K ﹤0.01%
4,900
+1,900
+63% +$147K
GL icon
1239
Globe Life
GL
$14.3B
$348K ﹤0.01%
+4,671
New +$388K
UI icon
1240
PUT
Ubiquiti
UI
$33.9B
$348K ﹤0.01%
3,500
-1,000
-22% -$98.9K
ZBH icon
1241
Zimmer Biomet
ZBH
$18.5B
$348K ﹤0.01%
3,453
-10,056
-74% -$1.13M
BALL icon
1242
Ball Corp
BALL
$17B
$347K ﹤0.01%
+7,553
New +$353K
FLS icon
1243
Flowserve
FLS
$10.2B
$347K ﹤0.01%
+9,114
New +$427K
LAZ icon
1244
Lazard
LAZ
$4.26B
$347K ﹤0.01%
+9,404
New +$375K
R icon
1245
PUT
Ryder
R
$10.3B
$347K ﹤0.01%
7,200
-4,600
-39% -$264K
SO icon
1246
PUT
Southern Company
SO
$107B
$347K ﹤0.01%
7,900
-9,800
-55% -$446K
M icon
1247
Macy's
M
$6.89B
$346K ﹤0.01%
11,625
+4,723
+68% +$155K
SYK icon
1248
Stryker
SYK
$129B
$346K ﹤0.01%
2,205
-1
-0% -$167
NLSN
1249
DELISTED
Nielsen Holdings plc
NLSN
$346K ﹤0.01%
+14,839
New +$384K
GHYG icon
1250
iShares US & Intl High Yield Corp Bond ETF
GHYG
$199M
$345K ﹤0.01%
+7,500
New +$358K
48 49
50
51 52

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return

Two Sigma Securities's Q4 2018 Portfolio in Review

As of Q4 2018, Two Sigma Securities held 3,194 positions worth $8.19B, down 47% from $15.4B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Two Sigma Securities withdrew a net $5.23B in Q4 2018, closing 1,110 positions and reducing 985 holdings. Its most notable exit was Lockheed Martin, an estimated $8.03M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.72% of assets, up from 0.49% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Two Sigma Securities opened a new position in iShares Russell 2000 Growth ETF worth $5.32M.

  • Two Sigma Securities's largest Q4 2018 buy was iShares Russell 2000 Growth ETF: 31,643 shares worth $5.32M.
  • Two Sigma Securities added most to State Street Financial Select Sector SPDR ETF in Q4 2018, an estimated $24.9M increase.
  • Two Sigma Securities's biggest Q4 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $11.7M.
  • Two Sigma Securities fully exited Lockheed Martin in Q4 2018, selling an estimated $8.03M.
  • Two Sigma Securities's ten largest holdings make up 53% of its $8.19B portfolio in Q4 2018.
  • Two Sigma Securities opened 666 new positions and closed 1,110 in Q4 2018.
  • Two Sigma Securities's portfolio value fell 47% quarter-over-quarter to $8.19B.

Based on Two Sigma Securities's 13F filing for Q4 2018, filed 14 Feb 2019.